Photo from wikipedia
In the present paper we study the stability of Wald test for simple hypotheses on the parameters of binomial distribution to violation of the assumption on the observations’ independence. We… Click to show full abstract
In the present paper we study the stability of Wald test for simple hypotheses on the parameters of binomial distribution to violation of the assumption on the observations’ independence. We obtain approximations of the test’s probabilistic characteristics, linear in distortion level. We also provide results of numerical experiments confirming theoretical conclusions.
Keywords:
wald test;
observations independence;
assumption observations;
stability;
violation assumption
Journal Title: Journal of Mathematical Sciences
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Journal of Mathematical Sciences
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!